This type of thing happens in the lounges dedicated to suite guests and members of the Crown & Anchor Society who are Diamond level or higher. Other than that you will find 'midnight bites' served later in the evening in the Viking Crown Lounge which is for everyone.
One thing we do is, if we are going to have drinks on our balcony, is ordering a variety of things from room service. Also you can go into the Windjammer and get some hors doeurve type things. Allure has a great Pizza place and sandwich place on the Promenade. We also pack some nuts and things in our suitcases for snacks in the room and balcony. You can always carry some of those to a bar if you so desire.